Trading Metrics calculated at close of trading on 12-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
11,741.33 |
12,148.61 |
407.28 |
3.5% |
12,264.36 |
High |
12,160.80 |
12,303.35 |
142.55 |
1.2% |
12,349.67 |
Low |
11,741.01 |
12,092.25 |
351.24 |
3.0% |
11,819.69 |
Close |
12,156.81 |
12,110.24 |
-46.57 |
-0.4% |
11,893.69 |
Range |
419.79 |
211.10 |
-208.69 |
-49.7% |
529.98 |
ATR |
238.46 |
236.50 |
-1.95 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,801.91 |
12,667.18 |
12,226.35 |
|
R3 |
12,590.81 |
12,456.08 |
12,168.29 |
|
R2 |
12,379.71 |
12,379.71 |
12,148.94 |
|
R1 |
12,244.98 |
12,244.98 |
12,129.59 |
12,206.80 |
PP |
12,168.61 |
12,168.61 |
12,168.61 |
12,149.52 |
S1 |
12,033.88 |
12,033.88 |
12,090.89 |
11,995.70 |
S2 |
11,957.51 |
11,957.51 |
12,071.54 |
|
S3 |
11,746.41 |
11,822.78 |
12,052.19 |
|
S4 |
11,535.31 |
11,611.68 |
11,994.14 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,610.96 |
13,282.30 |
12,185.18 |
|
R3 |
13,080.98 |
12,752.32 |
12,039.43 |
|
R2 |
12,551.00 |
12,551.00 |
11,990.85 |
|
R1 |
12,222.34 |
12,222.34 |
11,942.27 |
12,121.68 |
PP |
12,021.02 |
12,021.02 |
12,021.02 |
11,970.69 |
S1 |
11,692.36 |
11,692.36 |
11,845.11 |
11,591.70 |
S2 |
11,491.04 |
11,491.04 |
11,796.53 |
|
S3 |
10,961.06 |
11,162.38 |
11,747.95 |
|
S4 |
10,431.08 |
10,632.40 |
11,602.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,303.35 |
11,731.60 |
571.75 |
4.7% |
265.77 |
2.2% |
66% |
True |
False |
|
10 |
12,689.44 |
11,731.60 |
957.84 |
7.9% |
239.47 |
2.0% |
40% |
False |
False |
|
20 |
12,756.56 |
11,731.60 |
1,024.96 |
8.5% |
222.15 |
1.8% |
37% |
False |
False |
|
40 |
12,777.50 |
11,634.82 |
1,142.68 |
9.4% |
251.15 |
2.1% |
42% |
False |
False |
|
60 |
13,563.48 |
11,634.82 |
1,928.66 |
15.9% |
232.54 |
1.9% |
25% |
False |
False |
|
80 |
13,780.11 |
11,634.82 |
2,145.29 |
17.7% |
227.62 |
1.9% |
22% |
False |
False |
|
100 |
13,962.53 |
11,634.82 |
2,327.71 |
19.2% |
224.03 |
1.8% |
20% |
False |
False |
|
120 |
14,198.10 |
11,634.82 |
2,563.28 |
21.2% |
207.85 |
1.7% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,200.53 |
2.618 |
12,856.01 |
1.618 |
12,644.91 |
1.000 |
12,514.45 |
0.618 |
12,433.81 |
HIGH |
12,303.35 |
0.618 |
12,222.71 |
0.500 |
12,197.80 |
0.382 |
12,172.89 |
LOW |
12,092.25 |
0.618 |
11,961.79 |
1.000 |
11,881.15 |
1.618 |
11,750.69 |
2.618 |
11,539.59 |
4.250 |
11,195.08 |
|
|
Fisher Pivots for day following 12-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
12,197.80 |
12,079.32 |
PP |
12,168.61 |
12,048.40 |
S1 |
12,139.43 |
12,017.48 |
|